Is it more likely for a pituitary tumor and an adrenal tumor to develop together?

Can be. Adrenal tumors and pituitary tumors can develop as part of a syndrome called multiple endocrine neoplasia (men) 1, which is caused by a mutation in a specific gene and is very rare. However, tumors in the parathyroid glands and pancreas, in addition to pituitary tumors, are most common, although a number of other organs may be affected. Thus, many symptoms are likely to be present.
Rare but can happen. Especially if there is a family history of ovarian/endocrine malignancies as there maybe an underlying genetic mutation such as p53 gene mutation or carney complex. Suggest you seek a genetic and endocrine evaluation.